A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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In: Computational Statistics & Data Analysis, 142, S. 106810-
- Event
-
Veröffentlichung
- (where)
-
Augsburg
- (who)
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Universität Augsburg
- (when)
-
2019
- Event
-
Veröffentlichung
- (where)
-
Amsterdam
- (who)
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Elsevier
- (when)
-
2019
- Creator
- DOI
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10.1016/j.csda.2019.106810
- URN
-
urn:nbn:de:bvb:384-opus4-657682
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:42 PM CET
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Barthel, Nicole
- Czado, Claudia
- Okhrin, Yarema
- Universität Augsburg
- Elsevier
Time of origin
- 2019
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